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Anyone who's seen Paul McCartney on this year's Out There! world tour can tell you how much he loves being onstage. From Brazil to Poland to the U.S., he's delivered epic three-hour sets full of Beatles, Wings and solo classics, complete with lasers, pyrotechnics and a secondary stage that rises high above the crowd. "It's very exciting," McCartney tells Rolling Stone. "You've got the audience going crazy, and the age of the audience is wild, too – there's so many young people in there, digging it. Half of them know the words better than I do!"

The day after he brought out Nirvana's surviving members at a stadium gig in Seattle, McCartney called from Los Angeles, where he was putting the finishing touches on his next album (featuring production contributions from Mark Ronson, Paul Epworth, Ethan Johns and Giles Martin). He spoke about the high points of this tour, his memories of songwriting with John Lennon, why he'll never retire and more.

Have you been having a lot of fun on this tour?Yeah, it's really fun. We've got a really good band. We're very happy with the show, 'cause we've honed it down over the years as to what we like playing and what we think the audience likes to hear. There's some stuff the audience doesn't even know – not many, I must admit, but a few little ones. So the show just seems to run itself now. I'm constantly amazed at it, actually. I get on there, do the opening things, and then suddenly I'm changing to electric guitar and I'm going, "Oh, this is nice" – you know, I always like to plug in an electric guitar. Then I'm swapping guitars for "Paperback Writer," and I'm thinking, "This is nice. I love this Epiphone Casino." [Ed. Note: For this song, McCartney plays the same guitar heard on the original 1966 recording.] Then, just when it could get boring, I move to piano, and I think, "Oh, this is cool!" I swap through instruments quite a lot, which keeps it nice and fresh for me.

You've added a few new Beatles songs to the set – "Lovely Rita," "Being for the Benefit of Mr. Kite!" and "All Together Now." What's it like playing those live for the first time ever?That's challenging. I mean, something like "Being for the Benefit of Mr. Kite!" is hard to do. Ask a bass player who sings. It's contrapuntal, man!It really is. I've got to sing a melody that's going to one place, and then I've got to play this bassline that's going to other places. It's a concentration thing. But that's half the fun of the show. I'm still practicing, still trying to figure it out, particularly on the new numbers. It's like, "How does this one go again?"

What made you want to revisit those particular songs?Well, for instance, "Mr. Kite" is such a crazy, oddball song that I thought it would freshen up the set. Plus the fact that I'd never done it. None of us in the Beatles ever did that song [in concert]. And I have great memories of writing it with John. I read, occasionally, people say, "Oh, John wrote that one." I say, "Wait a minute, what was that afternoon I spent with him, then, looking at this poster?" He happened to have a poster in his living room at home. I was out at his house, and we just got this idea, because the poster said "Being for the Benefit of Mr Kite" – and then we put in, you know, "there will be a show tonight," and then it was like, "of course," then it had "Henry the Horse dances the waltz." You know, whatever. "The Hendersons, Pablo Fanques, somersets…" We said, "What was 'somersets'? It must have been an old-fashioned way of saying somersaults." The song just wrote itself. So, yeah, I was happy to kind of reclaim it as partially mine. But like I said, you've got to look what you're doing when you play that one.

Does it feel like you're coming full circle when you sing those words in front of these huge crowds after all those years?You know, it's more a question of what a delight it is to finally play it. We played it when we recorded it – for instance, "Mr. Kite," when we recorded it, we laid down the track as a group, and then I put the bass on afterwards, as I often did in those days. So that gave me the opportunity to really think about the bassline and make it melodic. But, of course, if I'd have thought, like, "Tomorrow you're going to have to play this live," I don't think I'd have made it so complicated! "Day Tripper" was another one. I thought, "I just can't do it." It's like patting your head and rubbing your belly at the same time. It's not that easy to do. You've got to practice up on that. I goofed it a million times in rehearsal. Then, finally, I just thought, "OK, wait a minute, I'll do that . . ." And I worked out how I was going to do it. So it's great for me, reviewing the past, and just thinking, "This is cool." It's still up-to-date. The combination of all of that makes it quite a joy to do.

Are there other Beatles songs that you've never played live that you'd like to do some day?Yeah, I think there are. What I do is, each tour or each concert we're going to do, I will go back into the catalog and think, "Wait a minute, we could do that one," and there are a few little hidden gems. I haven't actually decided which ones are which yet, but I know there's so much in there. It's like a little treasure trove, you know? It's really quite a cool feeling, because as I do the songs, I am made very aware that that period when we recorded – the 10 years the Beatles were together – was a particularly rich period for art, anyway, and for us. We just kept popping it in there! You can think of songs like "Why Don't We Do It In The Road" – you think, "You know, that could go live." And then I can think of Wings things. People keep requesting "Uncle Albert." It'd be great to do, but it's just a little bit of a challenge to learn, 'cause these are not twelve-bars. But once you get them, and once you do them right, they kind of feel like twelve-bars. That's the trick. [Laughs]

You played stadiums with the Beatles in the Sixties, obviously. Would you say that playing stadiums today is very different?Oh, yeah, hugely different. It's kind of amusingly different. I think the first big stadium show anyone ever played was Shea Stadium [in 1965], 'cause we were hot enough to have the power to fill a place like that, and no one had ever dared that with a rock & roll act before. But when you think that we played through the PA – it was the baseball system, where the guy played that little organ. I mean, that's what we played through, and we just had our little amps. God knows how the audience heard us. I don't think they did. Maybe that's why they were screaming – to make up for the lack of noise we were making. It's funny when you think about it. By the time we got to the Wings Over America period in the Seventies, it had got very much bigger, and it was the birth of real arena rock & roll. By then, we could actually hear ourselves, the audience could hear us, and whatever noise they were going make, we could get above them.

Do you think you'll ever retire from performing live?I don't know, man. I can't imagine ever not doing it. It's what I do, and it's what I've always done, and I love it so much. Of course, there's got to be some kind of physical limitation. But I haven't found it. I mean, I did that show last night, and I'm thinking, "Jesus, God, man. You know, you're not 25." But then, my other side of my head's going, "Yes, you are! Get on with it!" So I haven't found my physical limitation yet. If I do, then I'll have a think about the question. 'Til then, I'm ignoring it.